+1,213.6%
MPC vs QSR
+218.5%
+995.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.4% |
| 7D | +5.4% | +2.4% | +3.0% | +4.1% |
| 30D | +31.0% | +7.6% | +23.3% | +25.7% |
| 3M | +46.0% | +12.6% | +33.4% | +36.1% |
| 6M | +77.3% | +14.4% | +62.9% | +62.7% |
| YTD | +141.9% | +19.6% | +122.3% | +116.2% |
| 1Y | +120.9% | +33.9% | +87.0% | +84.5% |
| 3Y | +182.7% | +27.1% | +155.6% | +133.7% |
| 5Y | +646.4% | +48.5% | +597.9% | +445.7% |
| 10Y | +1,138.7% | +126.2% | +1,012.5% | +585.9% |
| All | +1,213.6% | +218.5% | +995.1% | +532.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded QSR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling